An anti-peep structure, a method for manufacturing an anti-peep structure, and a display device are provided. The anti-peep structure includes a substrate made of a first material having a first refractive index, the substrate including a light incident surface and a light outgoing surface disposed opposite to each other, where a plurality of grooves are disposed in the substrate at a side of the light incident surface or the light outgoing surface; a second material having a second refractive index disposed in the plurality of grooves; and a refractive index regulating component configured to control the second refractive index; where a viewing angle at the light outgoing surface is determined by a difference between the first refractive index and the second refractive index.